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Tom,
Thank you for point out this possibility.
I took the system and instead of "moon days" I
made it work on "month days" (i.e. day of month.
Here are the MONTH and MOON results.
When the MONTH effect is used (and it returns a
higher ROA than the MOON) there is NO SUN EFFECT
at all.
My guess from this is that BOTH the MONTH and
the MOON have an effect and I will have to put
together a bit more code to show that if it
does exist.
The reason the opposite sides don't have the same
loss as profit is that I used a $70.00 cost for each
trade. Take that away and they do match.
Clyde
MONTH EFFECT
BUYONNU YRSTART NetPrft L:NetPrft S:NetPrft ROA
MaxDD
-1.00 0.00 -285985.00 13285.00 -299270.00 -87.88 -325415.00
+1.00 0.00 233765.00 273230.00 -39465.00 365.71 -63920.00
BUYONNU YRSTART NetPrft L:NetPrft S:NetPrft ROA
MaxDD
-1.00 1.00 -131060.00 94095.00 -225155.00 -44.30 -295825.00
-1.00 2.00 -5035.00 157755.00 -162790.00 -3.16 -159285.00
-1.00 3.00 -202135.00 58530.00 -260665.00 -73.05 -276715.00
-1.00 4.00 -76690.00 130990.00 -207680.00 -46.84 -163720.00
-1.00 5.00 -171865.00 83555.00 -255420.00 -69.90 -245875.00
-1.00 6.00 -62315.00 136165.00 -198480.00 -53.81 -115800.00
-1.00 7.00 67060.00 198705.00 -131645.00 59.92 -111910.00
+1.00 1.00 80940.00 199395.00 -118455.00 76.91 -105240.00
+1.00 2.00 -45085.00 136610.00 -181695.00 -28.82 -156440.00
+1.00 3.00 152015.00 234485.00 -82470.00 162.87 -93335.00
+1.00 4.00 26710.00 181920.00 -155210.00 23.78 -112340.00
+1.00 5.00 121885.00 229380.00 -107495.00 103.33 -117960.00
+1.00 6.00 12335.00 172720.00 -160385.00 9.05 -136250.00
+1.00 7.00 -117040.00 105605.00 -222645.00 -39.90 -293355.00
MOON EFFECT
BUYONNU YRSTART NetPrft L:NetPrft S:NetPrft ROA MaxDD
-1.00 0.00 -176580.00 67190.00 -243770.00 -74.48 -237090.00
+1.00 0.00 122960.00 217030.00 -94070.00 117.17 -104940.00
BUYONNU YRSTART NetPrft L:NetPrft S:NetPrft ROA MaxDD
-1.00 1.00 -263055.00 31720.00 -294775.00 -73.87 -356125.00
-1.00 2.00 -79605.00 119225.00 -198830.00 -52.51 -151600.00
-1.00 3.00 56095.00 183025.00 -126930.00 57.72 -97180.00
-1.00 4.00 119290.00 214030.00 -94740.00 139.85 -85300.00
-1.00 5.00 9390.00 166695.00 -157305.00 9.26 -101360.00
-1.00 6.00 121960.00 224225.00 -102265.00 165.34 -73765.00
-1.00 7.00 218225.00 267565.00 -49340.00 298.98 -72990.00
+1.00 1.00 211535.00 268875.00 -57340.00 215.48 -98170.00
+1.00 2.00 28085.00 173070.00 -144985.00 17.93 -156610.00
+1.00 3.00 -107615.00 101170.00 -208785.00 -45.75 -235215.00
+1.00 4.00 -170670.00 69260.00 -239930.00 -63.91 -267040.00
+1.00 5.00 -60770.00 131545.00 -192315.00 -35.96 -168995.00
+1.00 6.00 -173340.00 76785.00 -250125.00 -71.72 -241690.00
+1.00 7.00 -269605.00 23720.00 -293325.00 -79.51 -339075.00
Tom Stein wrote:
>
> Please, consider the following when getting excited about the full
> moon..new moon trading pattern.............
>
> Are the trades that work out also, trades that are buying either near
> the end of the month or the beginning of the month???????
--
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Clyde Lee Chairman/CEO (Home of SwingMachine)
SYTECH Corporation email: <clydelee@xxxxxxx>
7910 Westglen, Suite 105 Work: (713) 783-9540
Houston, TX 77063 Fax: (713) 783-1092
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